Improved order selection method for hidden Markov models: A case study with movement data
Bibliographic record
Abstract
Abstract Hidden Markov models (HMMs) are a versatile statistical framework commonly used in ecology to characterize behavioural patterns from animal movement data. In HMMs, the observed data depend on a finite number of underlying hidden states, generally interpreted as the animal's unobserved behaviour. The number of states is a crucial hyperparameter, controlling the trade‐off between the ecological interpretability of behaviours (fewer states) and the goodness of fit of the model (more states). Selecting the number of states, commonly referred to as order selection, is notoriously challenging. Common model selection metrics, such as Akaike information criterion (AIC) and Bayesian information criterion (BIC), often perform poorly in determining the number of states, particularly when models are misspecified. Building on existing methods for HMMs and mixture models, we propose a double penalised maximum likelihood estimate (DPMLE) for the simultaneous estimation of the number of states and parameters of non‐stationary HMMs. The DPMLE differs from traditional information criteria by using two penalty functions on the stationary probabilities and state‐dependent parameters. For non‐stationary HMMs, forward and backward probabilities are used to approximate stationary probabilities. Using a simulation study that includes scenarios with additional complexity in the data, we compare the performance of our method with that of AIC and BIC. We also illustrate how the DPMLE differs from AIC and BIC using narwhal ( Monodon monoceros ) movement data. The proposed method outperformed AIC and BIC in identifying the correct number of states under model misspecification. Furthermore, its capacity to handle non‐stationary dynamics allowed for more realistic modelling of complex movement data, offering deeper insights into narwhal behaviour. Our method is a powerful tool for order selection in non‐stationary HMMs, with potential applications extending beyond the field of ecology.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.008 | 0.019 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.002 | 0.002 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".